+61.5%
GNRC vs RJF
+69.0%
-7.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +2.9% |
| 7D | -0.2% | -2.7% | +2.5% | +1.2% |
| 30D | -15.7% | -4.3% | -11.5% | -14.0% |
| 3M | -27.3% | +15.7% | -43.1% | -33.5% |
| 6M | -12.1% | +17.8% | -29.9% | -20.7% |
| YTD | +37.1% | +9.2% | +27.9% | +29.0% |
| 1Y | -0.5% | +2.8% | -3.2% | -3.2% |
| 3Y | +61.5% | +69.5% | -7.9% | +17.0% |
| All | +61.5% | +69.0% | -7.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling